keyword Dynamic Conditional Correlation ‎/ (1 Article)

1.

Dynamic correlation between exchange rate and the listed industries stock index during the currency crises: The Implications for Optimal Portfolio Construction

Writer : Bazraei، Maryam ؛ Ghavidel، Salleh ؛ Mahmoudzadeh، Mahmoud ؛ Corresponding Author : Emamverdi، Ghodratollah ؛

Journal:Iranian Journal of Finance»Autumn 2021, Volume 5 - Number 4 Ranking: ب (‎27 page(s) - From 25 to 51 )
Keywords:Exchange Rate Stock Market Dynamic Conditional Correlation Optimal portfolio

Journal Article Download

Scientific rank

ب ‎ (1 Article)